+215.7%
HUT vs EXC
+133.0%
+82.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -10.9% | +0.1% | -11.0% | -11.2% |
| 30D | -32.6% | +9.0% | -41.7% | -35.2% |
| 3M | -33.7% | +3.3% | -37.0% | -35.0% |
| 6M | -42.3% | +5.7% | -48.0% | -44.5% |
| YTD | +23.6% | +7.3% | +16.2% | +16.6% |
| 1Y | +20.4% | +2.9% | +17.4% | +15.8% |
| 3Y | +423.2% | +29.3% | +393.9% | +328.0% |
| 5Y | -19.4% | +40.1% | -59.5% | -37.3% |
| All | +215.7% | +133.0% | +82.6% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling